Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 15, 2014
Total Value: $2.423B (69.5% shares, 30.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES | 5,293,800 | $616M | 25.4% | — | — | Put | 464287655 |
| — | E M C CORP MASS | 10,002,800 | $274M | 11.3% | — | — | COM | 268648102 |
| — | MICRON TECHNOLOGY INC | 68,496,000 | $173M | 7.1% | — | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | HARTFORD FINL SVCS GROUP INC | 4,290,047 | $114M | 4.7% | — | — | *W EXP 06/26/201 | 416515120 |
| VC | VISTEON CORP | 1,198,799 | $106M | 4.4% | — | — | COM NEW | 92839U206 |
| — | MAGNUM HUNTER RES CORP DEL | 12,178,413 | $104M | 4.3% | — | — | COM | 55973B102 |
| — | MICRON TECHNOLOGY INC | 37,859,000 | $94.12M | 3.9% | — | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SCORPIO BULKERS INC | 7,916,115 | $80.03M | 3.3% | — | — | SHS | Y7546A106 |
| — | ANADARKO PETE CORP | 644,767 | $54.65M | 2.3% | — | — | COM | 032511107 |
| — | DENDREON CORP | 71,223,000 | $52.35M | 2.2% | — | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | GT ADVANCED TECHNOLOGIES INC | 22,421,000 | $51.53M | 2.1% | — | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | LINCOLN NATL CORP IND | 1,151,090 | $47.79M | 2.0% | — | — | *W EXP 07/10/201 | 534187117 |
| BBD | BANCO BRADESCO S A | 3,075,180 | $42.04M | 1.7% | — | — | SP ADR PFD NEW | 059460303 |
| — | EXELIXIS INC | 46,118,000 | $41.05M | 1.7% | — | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | GT ADVANCED TECHNOLOGIES INC | 21,000,000 | $33.99M | 1.4% | — | — | NOTE 3.000%12/1 | 36191UAB2 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 28,500,000 | $31.8M | 1.3% | — | — | NOTE 3.250% 2/0 | G81075AE6 |
| VOD | VODAFONE GROUP PLC NEW | 834,910 | $30.73M | 1.3% | — | — | SPNSR ADR NO PAR | 92857W308 |
| — | MICROCHIP TECHNOLOGY INC | 16,500,000 | $30.62M | 1.3% | — | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MIDSTATES PETE CO INC | 5,696,515 | $30.53M | 1.3% | — | — | COM | 59804T100 |
| — | MOLYCORP INC DEL | 36,709,000 | $29.63M | 1.2% | — | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | PRETIUM RES INC | 4,654,604 | $26.81M | 1.1% | — | — | COM | 74139C102 |
| TPH | TRI POINTE HOMES INC | 1,600,000 | $25.97M | 1.1% | — | — | COM | 87265H109 |
| MU | MICRON TECHNOLOGY INC | 1,080,500 | $25.57M | 1.1% | — | — | COM | 595112103 |
| — | COBALT INTL ENERGY INC | 1,111,022 | $20.35M | 0.8% | — | — | COM | 19075F106 |
| — | ACCURAY INC | 9,800,000 | $18.69M | 0.8% | — | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | CENVEO CORP | 15,608,000 | $16.22M | 0.7% | — | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | MOLYCORP INC DEL | 18,060,000 | $16.14M | 0.7% | — | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $15.64M | 0.6% | — | — | NOTE 3.000%11/2 | 292554AD4 |
| — | CAL DIVE INTL INC DEL | 15,900,000 | $15.25M | 0.6% | — | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | ZIONS BANCORPORATION | 2,230,294 | $14.5M | 0.6% | — | — | *W EXP 05/22/202 | 989701115 |
| — | MOLYCORP INC DEL | 17,874,000 | $14.37M | 0.6% | — | — | NOTE 3.250% 6/1 | 608753AA7 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $14.36M | 0.6% | — | — | NOTE 4.000%10/0 | 749227AB0 |
| — | MERRIMACK PHARMACEUTICALS IN | 13,250,000 | $13.58M | 0.6% | — | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | LIBERTY MEDIA CORP | 21,417,000 | $12.93M | 0.5% | — | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LIBERTY MEDIA CORP | 21,039,000 | $12.91M | 0.5% | — | — | DEB 4.000%11/1 | 530715AG6 |
| — | SOLAZYME INC | 8,034,000 | $12.42M | 0.5% | — | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SANDISK CORP | 148,700 | $12.07M | 0.5% | — | — | COM | 80004C101 |
| DHT | DHT HOLDINGS INC | 1,547,000 | $12.04M | 0.5% | — | — | SHS NEW | Y2065G121 |
| — | PDL BIOPHARMA INC | 8,900,000 | $9.419M | 0.4% | — | — | NOTE 4.000% 2/0 | 69329YAF1 |
| CRM | SALESFORCE COM INC | 151,504 | $8.649M | 0.4% | — | — | COM | 79466L302 |
| — | TTM TECHNOLOGIES INC | 6,500,000 | $7.242M | 0.3% | — | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | LAM RESEARCH CORP | 117,100 | $6.441M | 0.3% | — | — | COM | 512807108 |
| — | OMNICARE INC | 5,860,000 | $5.963M | 0.2% | — | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5.34M | 0.2% | — | — | DBCV 8.000% 6/1 | 928497AE6 |
| — | MANNKIND CORP | 1,200,000 | $4.824M | 0.2% | — | — | COM | 56400P201 |
| — | VERSO PAPER CORP | 1,663,166 | $4.807M | 0.2% | — | — | COM | 92531L108 |
| — | AMAG PHARMACEUTICALS INC | 3,500,000 | $3.561M | 0.1% | — | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WINTRUST FINL CORP | 128,805 | $3.33M | 0.1% | — | — | *W EXP 12/19/201 | 97650W157 |
| — | FLUIDIGM CORP DEL | 2,755,000 | $3.152M | 0.1% | — | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | QUANTUM CORP | 3,000,000 | $3.09M | 0.1% | — | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | NORTHSTAR RLTY FIN CORP | 168,300 | $2.716M | 0.1% | — | — | Put | 66704R100 |
| — | HOMEAWAY INC | 67,000 | $2.524M | 0.1% | — | — | COM | 43739Q100 |
| VTGDF | VANTAGE DRILLING COMPANY | 1,305,945 | $2.233M | 0.1% | — | — | ORD SHS | G93205113 |
| — | ENDEAVOUR INTL CORP | 544,207 | $1.769M | 0.1% | — | — | COM NEW | 29259G200 |
| — | LEE ENTERPRISES INC | 375,899 | $1.68M | 0.1% | — | — | COM | 523768109 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1.223M | 0.1% | — | — | COM | 04914Y102 |
| — | PEABODY ENERGY CORP | 69,482 | $1.135M | 0.0% | — | — | COM | 704549104 |
| — | YAHOO INC | 25,800 | $926K | 0.0% | — | — | COM | 984332106 |
| — | SINA CORP | 14,200 | $858K | 0.0% | — | — | ORD | G81477104 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $850K | 0.0% | — | — | Call | 55973B102 |
| — | SHIP FINANCE INTERNATIONAL L | 46,865 | $842K | 0.0% | — | — | SHS | G81075106 |
| — | GENCO SHIPPING & TRADING LTD | 989,000 | $825K | 0.0% | — | — | NOTE 5.000% 8/1 | 36869MAA3 |
| — | FRONTLINE LTD | 147,806 | $578K | 0.0% | — | — | SHS | G3682E127 |
| ECPG | ENCORE CAP GROUP INC | 11,337 | $518K | 0.0% | — | — | COM | 292554102 |
| — | MOLYCORP INC DEL | 106,243 | $498K | 0.0% | — | — | COM | 608753109 |
| — | SANCHEZ ENERGY CORP | 16,739 | $496K | 0.0% | — | — | COM | 79970Y105 |
| — | MERRIMACK PHARMACEUTICALS IN | 37,600 | $190K | 0.0% | — | — | Call | 590328100 |
| — | DENDREON CORP | 11,039 | $33,000 | 0.0% | — | — | COM | 24823Q107 |